I am trying to prove that if a function $f : \mathbb{R} \to \mathbb{R}$ can be approximated arbitrarily well by polynomials of bounded degree, then $f$ itself must be a polynomial.
For starters, let $\{ g_m \mid g_m : \mathbb{R} \to \mathbb{R}\}_{m=1}^\infty$ be a sequence of polynomials with degree at most $d$ which uniformly converges to $f$. And let the coefficients of the $m$'th approximator be $a_{mn}$ so that $$ g_m(x) = \sum_{n=0}^d a_{mn} \, x^n. $$
By "uniform convergence", I mean that given $\epsilon > 0$, there exists an $M_\epsilon$ such that for all $m \ge M_\epsilon$ we have $$ \sup_{x \in \mathbb{R}} |f(x) - g_m(x)| < \epsilon. $$
Clearly, proving the claim is equivalent to proving that for each $n$ between 0 and $d$, the sequence of coefficients $a_{1n}, a_{2n}, \ldots$ converges to a some limiting value $a_n^*$.
However, it's not clear to me how to prove this statement. Any hints or guidance is greatly appreciated.
For each $n$ you can find some $$P_n(x)=a_d^nx^d+...+a_1^nx+a_0^n$$ such that $$\sup_{x \in \mathbb{R}} |f(x) - P_n(x)| < \frac{1}{n}$$
Then, for each $n,m$ you have $$\sup_{x \in \mathbb{R}} |P_m(x) - P_n(x)| \leq \sup_{x \in \mathbb{R}} |f(x) - P_n(x)| +\sup_{x \in \mathbb{R}} |f(x) - P_m(x)| < \frac{1}{n}+ \frac{1}{m}$$
This shows that $P_m(x)-P_n(x)$ is a polynomial which is bounded on $\mathbb R$ and hence a constant. Therefore, there exists some polynomial $P(x)$ and some $c_n \in \mathbb R$ such that $$P_n(x)=P(x)+c_n$$
By the above you get $$\left| c_n -c_m \right| =\sup_{x \in \mathbb{R}} |P_m(x) - P_n(x)| < \frac{1}{n}+ \frac{1}{m} $$
Therefore, $c_n$ is Cauchy and hence convergent to some $c$.
We claim that $f(x)=P(x)+c$.
Let $\epsilon >0$. Pick some $N$ such that, for all $n >N$ we have $$\frac{1}{n} < \frac{\epsilon}{2}\\ |c_n-c|< \frac{\epsilon}{2}$$
Let $n >N$ be fixed but arbitrary. Then $$\sup_{x \in \mathbb{R}} |f(x) - P(x)| \leq \sup_{x \in \mathbb{R}} |f(x) - P_n(x)| +\sup_{x \in \mathbb{R}} |P_n(x) - P(x)| < \frac{1}{n}+ |c_n-c| <\frac{\epsilon}{2}+\frac{\epsilon}{2}=\epsilon$$
This shows that $$\sup_{x \in \mathbb{R}} |f(x) - P(x)| < \epsilon$$ for all $\epsilon >0$.